When Jira Onprem and Confluence Onprem are integrated together, there is an option to integrate Notifications as well. That way users can see all notifications of both applications from one place. It is described in the below documentation:

• Configuring Workbox Notifications

But as it is not stated in the Integrate Jira Cloud with Confluence Server documentation, there is no such option when Confluence Onprem and Jira Cloud integrated.

Please consider adding this functionality to the product. Thank you.